The European Journal of Finance

1995 - 2025

Current editor(s): Chris Adcock

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Volume 10, issue 6, 2004

Estimating liquidity premia in the Spanish government securities market pp. 453-474

Francisco Alonso, Roberto Blanco, Ana Del Rio and Alicia Sanchis

An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method pp. 475-488

Abdulnasser Hatemi-J and Eduardo Roca

The agency problem, investment decision, and optimal financial structure pp. 489-509

Jyh-Bang Jou and Tan Lee

The statistical evolution of prices on the Istanbul stock exchange pp. 510-525

Attila Odabasl, Celal Asku and Vedat Akgiray

Stock repurchases with legal restrictions. Evidence from Spain pp. 526-541

Victor Gonzalez and Francisco Gonzalez

On the bi-dimensionality of liquidity pp. 542-566

Roberto Pascual, Alvaro Escribano and Mikel Tapia

Deposit insurance and the stock market: evidence from Denmark pp. 567-578

Jan Bartholdy, Glenn Boyle and Roger Stover

Volume 10, issue 5, 2004

Predictability of stock markets with disequilibrium trading pp. 329-344

Wojciech Charemza, Kalvinder Shields and Anna Zalewska

Predictability of stock markets with disequilibrium trading. A commentary paper pp. 345-352

Pawel Miłobędzki

Jai Alai arbitrage strategies pp. 353-369

Daniel Lane and William Ziemba

Tote arbitrage and lock opportunities in racetrack betting pp. 370-378

David Edelman and Nigel O'Brian

The utility of gambling and the favourite-longshot bias pp. 379-390

Michael Cain and David Peel

A performance evaluation of portfolio managers: tests of micro and macro forecasting pp. 391-411

Simon Stevenson

Heterogeneity effects from market interventions pp. 412-436

Nihat Aktas, Eric de Bodt and Michel Levasseur

Company investment announcements and the market value of the firm pp. 437-452

Edward Jones, Jo Danbolt and Ian Hirst

Volume 10, issue 4, 2004

The cost of equity of internet stocks: a downside risk approach pp. 239-254

Javier Estrada

Time-varying betas and the cross-sectional return-risk relation: evidence from the UK pp. 255-276

Patricia Fraser, Foort Hamelink, Martin Hoesli and Bryan Macgregor

Nonlinear modelling of the Finnish Banking and Finance branch index pp. 277-289

Ralf Ostermark, Jaana Aaltonen, Henrik Saxen and Kenneth Soderlund

The influence of the forecast horizon on judgemental probability forecasts of exchange rate movements pp. 290-307

Mary Thomson, Andrew Pollock, Karen Henriksen and Alex Macaulay

Yield spreads, agency costs and the corporate bond call feature pp. 308-327

Sudipto Sarkar

Volume 10, issue 3, 2004

Public information arrival and volatility persistence in financial markets pp. 177-197

Gust Janssen

A multicriteria model for portfolio management pp. 198-211

Carlos Bana, E. Costa and Joao Oliveira Soares

High-order accurate implicit finite difference method for evaluating American options pp. 212-237

A. Mayo

Volume 10, issue 2, 2004

Employee stock option plans and stock market reaction: evidence from Finland pp. 105-122

Seppo Ikaheimo, Anders Kjellman, Jan Holmberg and Sari Jussila

Practitioners' perspectives on the UK cost of capital pp. 123-138

Edward McLaney, John Pointon, Melanie Thomas and Jon Tucker

Does the Euro affect the dynamic interactions of stock markets in Europe? Evidence from France, Germany and Italy pp. 139-148

Frank Westermann

The decomposition of US and Euro area stock and bond returns and their sensitivity to economic state variables pp. 149-173

Nico Valckx

Volume 10, issue 1, 2004

Heterogeneous time preferences and interest rates—the preferred habitat theory revisited pp. 3-22

Frank Riedel

Returns after personal tax on UK equity and gilts, 1919-1998 pp. 23-43

Seth Armitage

Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998 pp. 44-67

Hans Byström

A note on estimating the divisional cost of capital for diversified companies: an empirical evaluation of heuristic-based approaches pp. 68-80

Juergen Bufka, Oliver Kemper and Dirk Schiereck

Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras pp. 81-104

Rumi Masih, A. Mansur and M. Masih

Volume 9, issue 6, 2003

Asset pricing dynamics pp. 533-556

Raphael Markellos and Terence Mills

Information criteria for GARCH model selection pp. 557-580

Chris Brooks and Simon Burke

Motives for partial acquisitions between firms in the spanish stock market pp. 581-601

Matilde Olvido Fernandez and Juan Samuel Baixauli

Volume 9, issue 5, 2003

Preface pp. 392-392

Manuel J. da Rocha Armada and Chris Adcock

Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market pp. 393-419

Olivier Brandouy, Pascal Barneto and Lawrence Leger

Validity of discrete-time stochastic volatility models in non-synchronous equity markets pp. 420-448

Per Bjarte Solibakke

Confined exponential approximations for the valuation of American options pp. 449-474

Jongwoo Lee and Dean Paxson

Market illiquidity and bounds on European option prices pp. 475-498

João Amaro de Matos and Paula Antao

Basis variations and regime shifts in the oil futures market pp. 499-513

Wai Mun Fong and Kim Hock See

Evaluating capital mobility in the EU: a new approach using swaps data pp. 514-532

Isabel Vieira

Volume 9, issue 4, 2003

Insider trading, growth opportunities and the market reaction to new financing announcements pp. 301-322

Bruce Burton, A. Alasdair Lonie and David Power

Post-acquisition performance in the short and long run. Evidence from the Copenhagen Stock Exchange 1993-1997 pp. 323-342

Jan Bo Jakobsen and Torben Voetmann

Asset pricing implications of benchmarking: a two-factor CAPM pp. 343-357

Juan-Pedro Gomez and Fernando Zapatero

Liquidity and market makers: a pseudo-experimental analysis with ultrahigh frequency data pp. 358-378

Jose Montalvo

UK interim and final dividend reductions: a note on price reaction pp. 379-390

Balasingham Balachandran

Volume 9, issue 3, 2003

Legal constraints, transaction costs and the evaluation of mutual funds pp. 199-218

Miguel Martinez Sedano

Are highly leveraged firms more sensitive to an economic downturn? pp. 219-241

Hossein Asgharian

FX volatility forecasts and the informational content of market data for volatility pp. 242-272

Christian Dunis, Jason Laws and Stephane Chauvin

Can NN-algorithms and macroeconomic data improve OLS industry returns forecasts?* pp. 273-289

Christian Pedersen and Stephen Satchell

Variance ratio tests of the random walk hypothesis for European emerging stock markets pp. 290-300

Graham Smith and Hyun-Jung Ryoo

Volume 9, issue 2, 2003

The Intertemporal Capital Asset Pricing Model with returns that follow Poisson jump–diffusion processes pp. 105-124

Eric Bentzen and Peter Sellin

Testing for a flexible non-linear link between short-term Eurorates and spreads pp. 125-145

Marcelo Fernandes

Credibility in the EMS: new evidence using nonlinear forecastability tests pp. 146-168

Fernando Fernández-Rodríguez, Simon Sosvilla-Rivero and Juan Martín-González

UK corporate use of derivatives pp. 169-193

Nicholas Bailly, David Browne, Eve Hicks and Len Skerrat

The ECU term structure of interest rates pp. 194-197

Joao Neves and K. Ben Nowman

Volume 9, issue 1, 2003

The association between qualitative management earnings forecasts and discretionary accounting in the Netherlands pp. 19-40

André Dorsman, Henk Langendijk and Bart Van Praag

Trends in market reactions: stock dividends and rights offerings at Istanbul stock exchange pp. 41-60

Yaz Muradoglu and Kürsat Aydoğan

Warrant pricing: a review of empirical research pp. 61-91

Chris Veld

The volatility term structure in a lognormal process for the short rate pp. 92-103

Georges Darbellay